Performance of preliminary test estimators for error variance based on W, LR and LM tests (Q2219872)

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scientific article; zbMATH DE number 7299323
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    Performance of preliminary test estimators for error variance based on W, LR and LM tests
    scientific article; zbMATH DE number 7299323

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      Performance of preliminary test estimators for error variance based on W, LR and LM tests (English)
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      21 January 2021
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      equality constraint
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      error variance
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      linear model
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      preliminary test estimation
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      restricted maximum likelihood estimator (RMLE)
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      Wald (W) test
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      likelihood ratio (LR) test
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      Lagrangian multiplier (LM) test
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